Share price$13.30
1D+0.2%
Sold putSold call
PG&E Corp PCG
UTILITIES · UTILITIES - REGULATED ELECTRICi
Market dataready · fetched 2026-10-21T16:58:22.095Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T16:58:20.930857283Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:21.508811+00:00
PG&E Corp options
PutsExpensive5.85×
CallsExpensive6.06×
SkewBullish-27.74 pp
Implied moveBearish±$1.20
TiltBearish58.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.94 | 563.8% | 61.5% | 12.73 | 66.7% | 4.8% |
| 25Δ | 22.03 | 702.0% | 72.0% | 12.85 | 65.8% | 4.1% |
| 30Δ | 20.80 | 669.7% | 63.5% | 12.98 | 64.9% | 3.3% |
| 35Δ | 16.46 | 310.0% | 27.4% | 13.14 | 88.1% | 3.4% |
| 40Δ | 13.47 | 64.0% | 2.7% | 13.32 | 117.2% | 3.6% |
| 45Δ | 13.39 | 64.0% | 2.4% | 13.50 | 146.2% | 3.9% |
| 50Δ | 13.31 | 64.0% | 2.1% | 13.68 | 175.2% | 4.1% |
| 55Δ | 13.23 | 64.0% | 1.8% | 13.86 | 204.2% | 4.3% |
| 60Δ | 13.15 | 64.0% | 1.5% | 13.81 | 165.4% | 3.3% |
| 65Δ | 13.07 | 64.0% | 1.2% | 13.97 | 117.1% | 1.7% |
| 70Δ | 12.98 | 63.9% | 1.0% | 14.75 | 208.0% | 2.6% |
| 75Δ | 12.87 | 63.9% | 0.8% | 16.94 | 347.4% | 3.3% |
| 80Δ | 12.75 | 63.9% | 0.6% | 23.90 | 694.4% | 4.7% |
20Δ
- Pseudo strike
- 20.94
- IV
- 563.8%
- B/E move
- 61.5%
- Pseudo strike
- 12.73
- IV
- 66.7%
- B/E move
- 4.8%
25Δ
- Pseudo strike
- 22.03
- IV
- 702.0%
- B/E move
- 72.0%
- Pseudo strike
- 12.85
- IV
- 65.8%
- B/E move
- 4.1%
30Δ
- Pseudo strike
- 20.80
- IV
- 669.7%
- B/E move
- 63.5%
- Pseudo strike
- 12.98
- IV
- 64.9%
- B/E move
- 3.3%
35Δ
- Pseudo strike
- 16.46
- IV
- 310.0%
- B/E move
- 27.4%
- Pseudo strike
- 13.14
- IV
- 88.1%
- B/E move
- 3.4%
40Δ
- Pseudo strike
- 13.47
- IV
- 64.0%
- B/E move
- 2.7%
- Pseudo strike
- 13.32
- IV
- 117.2%
- B/E move
- 3.6%
45Δ
- Pseudo strike
- 13.39
- IV
- 64.0%
- B/E move
- 2.4%
- Pseudo strike
- 13.50
- IV
- 146.2%
- B/E move
- 3.9%
50Δ
- Pseudo strike
- 13.31
- IV
- 64.0%
- B/E move
- 2.1%
- Pseudo strike
- 13.68
- IV
- 175.2%
- B/E move
- 4.1%
55Δ
- Pseudo strike
- 13.23
- IV
- 64.0%
- B/E move
- 1.8%
- Pseudo strike
- 13.86
- IV
- 204.2%
- B/E move
- 4.3%
60Δ
- Pseudo strike
- 13.15
- IV
- 64.0%
- B/E move
- 1.5%
- Pseudo strike
- 13.81
- IV
- 165.4%
- B/E move
- 3.3%
65Δ
- Pseudo strike
- 13.07
- IV
- 64.0%
- B/E move
- 1.2%
- Pseudo strike
- 13.97
- IV
- 117.1%
- B/E move
- 1.7%
70Δ
- Pseudo strike
- 12.98
- IV
- 63.9%
- B/E move
- 1.0%
- Pseudo strike
- 14.75
- IV
- 208.0%
- B/E move
- 2.6%
75Δ
- Pseudo strike
- 12.87
- IV
- 63.9%
- B/E move
- 0.8%
- Pseudo strike
- 16.94
- IV
- 347.4%
- B/E move
- 3.3%
80Δ
- Pseudo strike
- 12.75
- IV
- 63.9%
- B/E move
- 0.6%
- Pseudo strike
- 23.90
- IV
- 694.4%
- B/E move
- 4.7%
Options history
Table
| Date | IV |
|---|---|
| 54.89% | |
| 51.41% |